-99.1%
QID vs CHD
+126.1%
-225.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.7% |
| 7D | +1.3% | -4.5% | +5.7% | -0.6% |
| 30D | +2.9% | -6.7% | +9.7% | 0.0% |
| 3M | -0.7% | -2.7% | +2.0% | -2.0% |
| 6M | -29.7% | -4.9% | -24.7% | -31.3% |
| YTD | -27.9% | +13.3% | -41.2% | -23.4% |
| 1Y | -34.6% | +1.0% | -35.6% | -34.5% |
| 3Y | -73.5% | +1.3% | -74.9% | -73.1% |
| 5Y | -81.0% | +20.8% | -101.8% | -77.1% |
| All | -99.1% | +126.1% | -225.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling